Solving Problems with Semidefinite and Related Constraints Using Interior-Point Methods for Nonlinear Programming

Abstract

In this paper, we describe how to reformulate a problem that has second-order cone and/or semidefiniteness constraints in order to solve it using a general-purpose interior-point algorithm for nonlinear programming. The resulting problems are smooth and convex, and numerical results from the DIMACS Implementation Challenge problems and SDPLib are provided.

DOI: 10.1007/s10107-002-0350-x

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@article{Benson2003SolvingPW, title={Solving Problems with Semidefinite and Related Constraints Using Interior-Point Methods for Nonlinear Programming}, author={Hande Y. Benson and Robert J. Vanderbei}, journal={Math. Program.}, year={2003}, volume={95}, pages={279-302} }